Eikonal equations and pathwise solutions to fully non-linear SPDEs
Probability
2016-02-16 v1
Abstract
We study the existence and uniqueness of the stochastic viscosity solutions of fully nonlinear, possibly degenerate, second order stochastic pde with quadratic Hamiltonians associated to a Riemannian geometry. The results are new and extend the class of equations studied so far by the last two authors.
Cite
@article{arxiv.1602.04746,
title = {Eikonal equations and pathwise solutions to fully non-linear SPDEs},
author = {Peter K. Friz and Paul Gassiat and Pierre-Louis Lions and Panagiotis E. Souganidis},
journal= {arXiv preprint arXiv:1602.04746},
year = {2016}
}